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Large Dynamic Covariance Matrix Estimation with an Application to Portfolio Allocation:A Semiparametric Reproducing Kernel Hilbert Space Approach

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Journal of Systems Science & Complexity 2022年第4期35卷 1429-1457页

作者： peng Siyang guo Shaojun LONG Yonghong School of Mathematics Renmin University of ChinaBeijing100086China Institute of Statistics and Big Data Renmin University of ChinaBeijing100086China

The estimation of high dimensional covariance matrices is an interesting and important research topic for many empirical time series problems such as asset allocation. To solve this dimension dilemma, a factor structure has often been taken into account. This paper proposes a dynamic factor structure whose factor loadings are generated in reproducing kernel Hilbert space(RKHS), to capture the dynamic feature of the covariance matrix. A simulation study is carried out to demonstrate its performance. Four different conditional variance models are considered for checking the robustness of our method and solving the conditional heteroscedasticity in the empirical study. By exploring the performance among eight introduced model candidates and the market baseline, the empirical study from 2001 to 2017 shows that portfolio allocation based on this dynamic factor structure can significantly reduce the variance, i.e., the risk, of portfolio and thus outperform the market baseline and the ones based on the traditional factor model.

关键词： Dynamic structure factor models high dimensional covariance matrices portfolio allocation reproducing kernel Hilbert space

Photocatalytic reduction of CO2 over Sm-doped TiO2 nanoparticles

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Journal of Rare Earths 2020年第12期38卷 1297-1304页

作者： Hao peng Ruitang guo He Lin School of Mechanical and Power Engineering Shanghai Jiaotong UniversityShanghai 200240China College of Energy and Mechanical Engineering Shanghai University of Electric PowerShanghai 200090China Shanghai Engineering Research Center of Power Generation Environment Protection Shanghai 200090China Shanghai Institute of Pollution Control and Ecological Security Shanghai 200092China

Highly efficient photocatalytic reduction of CO2 is essential for solving the greenhouse effect and energy *** this paper,the Sm-TiO2 nanocomposites were successfully prepared via sol-gel *** CO2 photoreduction activities of synthesized samples were tested under irradiation for 6 h and the results indicate that the 0.5% Sm-TiO2 catalyst has superior performance and *** CO and CH4 yields of0.5% Sm-TiO2 catalyst are 55.47 and 3.82 μmol/g·cat respectively,which are 5.02 and 2.67 times the yield of *** possible mechanism of Sm doped TiO2 was investigated through comprehensive characterization and photoetectrochemical analysis,After the Sm doping,the photo-generated electrons in TiO2 could migrate to Sm 4 f,and some of them can be captured by reducing Sm3+ o Sm2+,which can lower the recombination rate of electron and hole ***,the enhanced photocatalytic performance could be ascribed to large specific surface area,fast separation rate of electron-hole pairs and high visible light *** report provides some meaningful attempts in researching the CO2 photocatalytic reduction.

关键词： Photocatalyst Sm-TiO2 CO2 reduction Electron-hole pairs Rare earths

New existence of multi-spike solutions for the fractional Schrodinger equations

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Science China Mathematics 2023年第5期66卷 977-1002页

作者： Qing guo Yuxia guo Shuangjie peng College of Science Minzu University of ChinaBeijing 100081China Department of Mathematical Sciences Tsinghua UniversityBeijing 100084China School of Mathematics and Statistics Central China Normal UniversityWuhan 430079China

We consider the following fractional Schr¨odinger equation:(-Δ)^(s)u+V(y)u=u^(p);u>0 in R^(N);(0.1)where s ∈(0,1),1 详细信息

We consider the following fractional Schr¨odinger equation:(-Δ)^(s)u+V(y)u=u^(p);u>0 in R^(N);(0.1)where s ∈(0,1),1

关键词： non-degeneracy fractional Schrodinger equations Pohozaev identity Lyapunov-Schmidt reduction

Regio-and Stereoselective Polymerization of Bio-based Ocimene by Rare-Earth Metal Catalysts

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Chinese Journal of Polymer Science 2024年第2期42卷 223-229,I0008页

作者： Qi-Yuan Wang Li-peng Sang Zhen Zhang Yang Jiang Hui Tian xia Zhao xiang guo Shi-Hui Li State Key Laboratory of Polymer Physics and Chemistry Changchun Institute of Applied ChemistryChinese Academy of SciencesChangchun130022China School of Applied Chemistry and Engineering University of Science and Technology of ChinaHefei230026China Science and Technology on Aerospace Chemical Power Laboratory Hubei Institute of Aerospace ChemotechonologyXiangyang441003China Shanxi Coal Chemical Industry Technology Research Institute Xi’an710000China Hubei Institute of Aerospace Chemotechonology Xiangyang441003China

Coordination polymerization of renewable β-ocimene has been investigated using asymmetric diiminophosphinate lutetium complex1, β-diketiminate yttrium complex 2, bis(phosphino)carbazolide yttrium complex 3, half-sandwich benzyl fluorenyl scandium complex 4 and pyridyl-methylene-fluorenyl rare-metal complexes 5a–5c. Complexes 1, 4 and 5a–5c show trans-1,2-regioselectivities and high activities, of which 5c exhibits excellent isoselectivity(mmmm>99%). Conversely, complexes 2 and 3 promote β-ocimene polymerization to produce isotactic cis-1,4-polyocimenes(cis-1,4>99%, mm>95%). Diblock copolymers cis-1,4-PIP-block-cis-1,4-POc and cis-1,4-PBD-block-cis-1,4-POc are obtained in one-pot reactions of β-ocimene with isoprene and butadiene using complex 3. Epoxidation and hydroxylation of polyocimene afford functionalized polyolefins with enhanced T_(g)(from-20 ℃ to 79 ℃ and 74 ℃) and hydrophilicity.

关键词： Biobased monomer Terpenes Ocimene Rare-earths Polymerization Regio/stereoselectivity Elastomer

Optimization and Configuration of Control Parameters to Enhance Small-signal Stability of Hybrid LCC-MMC HVDC System

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Journal of Modern Power Systems and Clean Energy 2022年第1期10卷 213-221页

作者： Chunyi guo peng Cui Chengyong Zhao School of Electrical Engineering North China Electric Power UniversityBeijing 102206China

This paper investigates the small-signal stability of the hybrid high-voltage direct current(HVDC)transmission *** system is composed of line commutated converter(LCC)as rectifier and modular multi-level converter(MMC)as inverter under weak AC grid ***,the impact of short-circuit ratio(SCR)at inverter side on the system stability is investigated by eigen-analysis,and the key control parameters which have major impact on the dominant mode are identified by the participation factor and sensitivity ***,considering the quadratic index and damping ratio characteristic,an objective function for evaluating the system stability is developed,and an optimization and configuration method for control parameters is presented by the utilization of Monte Carlo *** eigenvalue results and the electromagnetic transient(EMT)simulation results show that,with the optimized control parameters,the small-signal stability and the dynamic responses of the hybrid system are greatly improved,and the hybrid system can even operate under weak AC grid condition.

关键词： Hybrid high-voltage direct current(HVDC) line commutated converter(LCC) modular multi-level converter(MMC) optimization of control parameter

Effect of cooling time t8/5 on microstructure and toughness of Nb-Ti- Mo microalloyed C-Mn steel

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Journal of Iron and Steel Research International 2018年第10期25卷 1078-1085页

作者： xiao-nan Wang xia-ming Chen Feng Wen peng-fei guo Lei Yang Qian Yan Hong-shuang Di Shagang School of Iron and Steel Soochow University Suzhou 215021 Jiangsu China State Key Laboratory of Rolling and Automation Northeastern University Shenyang 110819 Liaoning China

In order to further optimize welding process of Nb-Ti-Mo microalloyed steel, welding thermal cycles on coarse-grained heat-affected zone （CGHAZ） of welded joints were simulated using Gleeble 1500. The microstructure and low-temperature impact fracture were investigated using a scanning electron microscope and a pendulum impact machine, respectively. Moreover, the relationship between cooling time ts/5 and the microstructure of CGHAZ was discussed, and the effect of microstructure on impact toughness was also studied. As cooling time increased, martensite fraction decreased from 97.8% （3 s） to 3.0% （60 s）. The fraction of martensite/austenite （M/A） constituent increased from 2.2% （3 s） to 39.0% （60 s）, its shape changed from granular to strip, and the maximum length increased from 2.4 μm （3 s） to 7.0 μm （60 s）. As cooling time increased, the prior austenite grain size increased from 34.0 μm （3 s） to 49.0 gm （60 s）, the impact absorption energy reduced from 101.8 J （5 s） to 7.2 J （60 s）, and the fracture mechanism changed from quasi-cleavage fracture to cleavage fracture. The decreased toughness of CGHAZ was due to the reduction of lath martensite-content, coarsening of original austenite grain, and increase and coarsening of M/A constituent. The heat input was controlled under 7 kJ cm-1 during actual welding for these steels.

关键词： Microalloyed C-Mn steel Cooling time - Impact absorption energy M/A constituent Coarse-grained heataffected zone Heat input

Dynamic pore wetting and its effects on porous particle flotation:A review

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International Journal of Mining Science and Technology 2022年第6期32卷 1365-1378页

作者： Yuqiang Mao Wencheng xia Yaoli peng Guangyuan Xie Key Laboratory of Coal Processing and Efficient Utilization of Ministry of Education School of Chemical Engineering and TechnologyChina University of Mining and TechnologyXuzhou 221116China

The dynamic pore wetting plays an important role in the flotation of porous particle,such as coal,fly ash,gasification slag,*** phase get into the pores and crevices on the surface and inside of the particles,creating a dense water layer that covers their surface and decreases their *** is important to reduce the adverse impact of dynamic pore wetting on the flotation performance of porous ***,this review is to highlight the dynamic pore wetting behavior,and its role in the porous particle flotation as well as the proposed regulation methods to weaken the pore *** characterization approaches of the dynamic pore wetting are discussed including the optical method for the capillary and the nuclear magnetic resonance(NMR)method for porous *** surface tension and viscosity of liquid significantly affect the pore wetting degree of porous particles during the 60 min wetting ***-wetting time adjustment,pore compression,pore filling,and hydrophobic modifications are introduced to decrease the wetting percentage of pores in porous particles and further improve their flotation *** critical review will provide some guidance for studying the dynamic wetting behavior of pores and enhancing the floatability of porous particles.

关键词： Pore wetting Porous particles NMR Floatability Regulation

Effects of assembly errors and bonding defects on the centroid drift of a precision sleeve structure

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Advances in Manufacturing 2021年第4期9卷 509-519页

作者： Jian-Hua Liu xia-Yu Li Huan-Xiong xia Lei guo School of Mechanical Engineering Beijing Institute of TechnologyBeijing 100081People’s Republic of China

Adhesive joints are widely used in precision electromechanical products,and their bonding process has significant effects on the performance of an assembled *** paper presents a numerical study on the bonding assembly of a sleeve structure of a precision inertial device using a finite element method,where the stresses due to curing and relaxation behaviors are *** effects of assembly errors and bonding defects on the centroid drift of the sleeve structure were found and analyzed *** study can help understand the zero-drift mechanism of the precision inertial device and contribute valuable data for its error compensation.

关键词： Bonding process Adhesive joint Precision assembly Centroid drift

On skin friction in wall-bounded turbulence

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Acta Mechanica Sinica 2021年第4期37卷 589-598,I0002页

作者： Zhenhua xia peng Zhang xiang I.A.Yang Department of Engineering Mechanics Zhejiang UniversityHangzhou 310027China Mechanical Engineering Pennsylvania State UniversityState CollegePA 16802USA

In this paper,we derive mathematical formulas for the skin friction coefficient in wall-bounded turbulence based on the Reynolds averaged streamwise momentum equation and the total ***,with a theoretical or empirical relation of the total stress,the skin friction coefficient is expressed in terms of the mean velocity and the Reynolds shear stress in an arbitrary wall-normal region[h〇,h\].The formulas are validated using direct numerical simulation data of turbulent channel and boundary layer flows,and the results show that our formulas estimate the skin friction coefficient very accurately with an error less than 2%.The present integral formula can be used to determine the skin friction in turbulent channel and boundary layer flows at high Reynolds numbers where the near-wall statistics are very difficult to measure accurately.

关键词： Wall-bounded turbulence Skin friction Integral formula